-45.6%
IT vs AMP
+118.7%
-164.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -12.7% | -2.0% | -10.7% | -11.7% |
| 30D | -8.9% | -1.7% | -7.2% | -8.0% |
| 3M | +10.1% | +23.2% | -13.1% | -1.2% |
| 6M | +7.3% | +22.2% | -14.9% | -3.8% |
| YTD | -32.4% | +14.0% | -46.4% | -37.4% |
| 1Y | -26.6% | +14.0% | -40.6% | -32.2% |
| 3Y | -51.8% | +67.0% | -118.8% | -65.0% |
| 5Y | -45.6% | +123.2% | -168.8% | -67.1% |
| All | -45.6% | +118.7% | -164.3% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling